The Convergence of Risk Management and Portfolio Construction - A Buy Side Revolution - April 9, 2008 - London, UK

The Hospital Club, London - Wednesday 9th April 2008

Algorithmics invites you to join us at a networking reception at The Hospital Club on Wednesday 9th April at 4pm. Dr Andrew Aziz, Executive Vice President, Risk Solutions, Algorithmics will highlight the new advances in portfolio construction techniques that go beyond traditional parametric approaches by leveraging the state-of-the art risk methodologies now common place in best practice risk management.

This session will appeal to investment managers within the money management, hedge fund, pension fund and insurance industries and will focus on portfolio modeling challenges including:

  • Index tracking
  • 130/30 portfolio construction
  • Portfolio screening
  • Liability replication
  • Hedge Fund replication

Diminishing returns coupled with increasing market volatility has led Buy-Side institutions to pursue more varied investment strategies in their quest for superior yield. This trend towards complexity, combined with mandates to track performance against a range of index and liability benchmarks has driven a convergence in the disciplines of portfolio construction and risk measurement.

During the presentation we will be giving an Algo Risk overview and update, launching our Algo Risk Service Standard Edition with a bundled data offering and UCITS III compliance. Break out presentations will also be provided to cover Best Practice Risk Management, portfolio screening, index tracking and portfolio replication techniques.

Date:
Wednesday April 9, 2008

Venue:
The Hospital Club (click to view map)
24 Endell St
London
WC2H 9HQ

Schedule:

16.00 Introduction

  • Welcome and agenda of the day
  • Background to Algorithmics
  • Algorithmics within the Buy-Side community
  • Launch of Algo Risk Service Standard Edition

Stuart Petersen
Sales Director
Algorithmics

16.15 Algo Risk - An Advanced Portfolio Construction and Risk Management Solution

  • Algo Risk overview and update
    • Algo Risk Service Standard Edition
    • UCITS III Compliance
    • Bundled Data Offering
  • Convergence of risk management and portfolio construction
  • Advanced portfolio construction techniques

Dr Andrew Aziz
Executive Vice President, Risk Solutions
Algorithmics

17:30 - Break Out Presentations and Networking Reception

Three parallel 15-minute sessions covering worked examples for:

  • Best practice risk management
  • Portfolio screening, index tracking
  • Portfolio replication techniques

For more information:
Contact: Seb Chamberlain
Marketing Coordinator
Phone: +44 207 392 5876

Email: events@algorithmics.com